Anic Equity¶

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Total return since start: 0.717 %¶

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Equity now: -----------------------------> 52448.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46083.09 Kr¶

PnL: ---------------------------------------> -639.51 Kr¶

DD now: ---------------------------------> -1.266 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 17:26:15.505153'

Anic Portfolio¶

Today¶

Return: -0.173 %¶

This Week¶

Return: -1.165 %¶

Total portfolio value¶

Return including deposits: 71.701 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.440000 4511.700000 191.700000 4.440000 4320.000000
Balco Group 39 5.100000 1930.500000 55.500000 2.960000 1874.999997
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 3.690000 661.500000 22.500000 3.520000 638.999984
NCC B 7 2.980000 664.300000 10.300000 1.570000 653.999997
SynAct Pharma 9 1.120000 652.500000 7.500000 1.160000 645.000003
BONESUPPORT HOLDING 10 0.330000 1229.000000 5.000000 0.410000 1224.000000
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
Addnode Group B 6 0.160000 751.200000 1.200000 0.160000 750.000000
Embracer Group B 26 1.900000 662.480000 0.480000 0.070000 661.999988
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Addtech B 3 -0.090000 696.600000 -3.400000 -0.490000 699.999999
Investor B 3 -0.530000 652.050000 -3.450000 -0.530000 655.500000
Latour B 2 -0.180000 444.600000 -4.400000 -0.980000 449.000000
Biotage 4 -1.320000 596.000000 -7.000000 -1.160000 603.000000
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Indutrade 5 -0.500000 1306.500000 -13.500000 -1.020000 1320.000000
Fortnox 10 -1.310000 646.400000 -21.600000 -3.230000 668.000000
Lime Technologies 2 4.590000 570.000000 -23.000000 -3.880000 593.000000
Volati 5 0.930000 545.000000 -29.000000 -5.050000 574.000000
Vitrolife 3 -1.470000 643.800000 -33.200000 -4.900000 677.000001
Xvivo Perfusion 3 -1.640000 810.000000 -35.000000 -4.140000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Creades A 7 -9.260000 555.800000 -55.200000 -9.030000 610.999998
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Ambea 68 -1.250000 2469.760000 -67.240000 -2.650000 2537.000032
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.260000 3824.000000 -92.000000 -2.350000 3916.000000
Gaming Innovation Group 161 -1.170000 4089.400000 -98.600000 -2.350000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 46083.090000 -639.510000 -1.26564% 46722.599938

Updated:¶

'2023-06-09 17:26:32.011306'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶